Kathryn Dennis' Southern Charm co-star, Shep Rose, was taken by surprise when he learned of her second pregnancy.

In a new interview, Rose explained why he initially doubted Dennis was pregnant and then questioned whether or not the baby belonged to Dennis' on-again, off-again boyfriend, Thomas Ravenel.

"I didn't believe it. Nobody did. I heard it was a rumor," Shep told PEOPLE Magazine on Monday. "Honestly it was probably not the best idea, but what do I know? Her life as a young lady, [the time] you might want to have fun, is over. So I empathize with that, but it totally takes two to tango. I don't know what either of them were thinking but my first thought was: Is it his baby? That was all of our thoughts because they weren't dating at the time. And she was dating other people."

And while Rose has engaged in his own bedroom activities with Dennis, he was sure he was not the baby daddy.

"It certainly wasn't mine," he said. "I slept with her first season, but statute of limitations tells you it can't be mine."

Following the publication of Rose's interview with the magazine, he took to Twitter where he clarified the statements made.

Dennis and Ravenel parted ways after the birth of their first child, daughter Kensington, now 2, but briefly reconciled, and during that time, Saint Julien, their second son, was conceived.

As for Ravenel's rumored romance with their co-star, Landon Clements, Rose is still unsure of what has happened between them.

"I swear I didn't believe it. I don't think I still do, however where there's smoke there's fire," he admitted. "But they both say that they didn't and with someone like Thomas, there's no way he can keep a secret. So if the cat hasn't been out of the bag at this point, I don't think there's a cat."

For more of Kathryn Dennis and Thomas Ravenel, tune into Southern Charm season three on Mondays at 9 p.m. on Bravo and check out the sneak peek of the remaining episodes of the season below.